+455.3%
SN vs NWSA
+40.9%
+414.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.6% |
| 7D | +7.6% | -10.5% | +18.1% | +12.8% |
| 30D | +24.1% | -8.8% | +32.8% | +28.8% |
| 3M | +23.7% | -6.5% | +30.2% | +26.7% |
| 6M | +105.5% | -1.3% | +106.9% | +103.5% |
| YTD | +105.1% | +2.5% | +102.6% | +97.5% |
| 1Y | +148.3% | +0.2% | +148.1% | +142.8% |
| 3Y | +438.7% | +27.6% | +411.1% | +385.1% |
| All | +455.3% | +40.9% | +414.5% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling